+20.3%
BMY vs PL
+40.9%
-20.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.8% |
| 7D | +2.1% | +10.0% | -8.0% | +1.9% |
| 30D | +7.0% | -2.3% | +9.3% | +7.0% |
| 3M | -0.9% | -44.2% | +43.3% | +0.2% |
| 6M | +14.9% | -66.1% | +81.0% | +17.1% |
| YTD | +22.8% | -30.0% | +52.8% | +22.6% |
| 1Y | +36.2% | +21.0% | +15.2% | +34.0% |
| 3Y | +45.7% | +516.5% | -470.8% | +33.4% |
| 5Y | +31.3% | +32.0% | -0.8% | +20.8% |
| All | +20.3% | +40.9% | -20.7% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling